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Quantitative Advantage Portfolio holdings
AUM
$689M
Turnover
16.94%
1-Year Est. Return
6.25%
This Fund
S&P 500
This Quarter Est. Return
+7.93%
1 Year Est. Return
-6.25%
3 Year Est. Return
+45.86%
5 Year Est. Return
+49.8%
10 Year Est. Return
+150.98%
AUM
$346M
AUM Growth
+$29.5M
(+9.3%)
Cap. Flow
+$5.45M
Cap. Flow % of AUM
Cap. Flow %
1.58%
Top 10 Holdings %
Top 10 Hldgs %
49.19%
Holding
57
New
–
Increased
37
Reduced
18
Closed
2
Avg Time Held
1.5
years
Top 10 Avg Time Held
0.5
years
Top 20 Avg Time Held
0.9
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$905K |
| 2 |
JPMorgan Diversified Return US Equity ETF
JPUS
|
+$715K |
| 3 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$615K |
| 4 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$601K |
| 5 |
Vanguard Total Bond Market
BND
|
+$525K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI ACWI ETF
ACWI
|
+$897K |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$738K |
| 3 |
Invesco DB US Dollar Index Bullish Fund
UUP
|
+$74.9K |
| 4 |
Invesco S&P 500 Low Volatility ETF
SPLV
|
+$73.3K |
| 5 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$72.5K |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
JPMorgan Ultra-Short Income ETF
JPST
$42.5B
| $51M | 14.75% |
1,013,135
+6,592
| +0.7% | +$331K |
2018 Q4
1 quarter
|
|
|
2
iShares MSCI USA Min Vol Factor ETF
USMV
$24.2B
| $25.8M | 7.46% |
438,682
+10,984
| +3% | +$615K |
2018 Q3
2 quarters
|
|
|
3
iShares MSCI USA Quality Factor ETF
QUAL
$48.1B
| $16M | 4.64% |
181,026
+7,145
| +4% | +$601K |
2018 Q4
1 quarter
|
|
4
Vanguard Morningstar Value ETF
VTV
$192B
| $14.8M | 4.29% |
137,748
+224
| +0.2% | +$23.6K |
2018 Q4
1 quarter
|
|
|
5
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $13.6M | 3.95% |
186,423
+10,111
| +6% | +$715K |
2016 Q3
10 quarters
|
|
6
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$17B
| $11M | 3.2% |
256,451
+370
| +0.1% | +$15.3K |
2018 Q4
1 quarter
|
|
7
Vanguard Morningstar Total Stock Market ETF
VTI
$687B
| $9.7M | 2.81% |
67,150
+2,114
| +3% | +$295K |
2016 Q3
10 quarters
|
|
8
State Street Health Care Select Sector SPDR ETF
XLV
$46.6B
| $9.7M | 2.8% |
105,470
+975
| +0.9% | +$87.9K |
2017 Q3
6 quarters
|
|
9
Vanguard Health Care ETF
VHT
$20.1B
| $9.25M | 2.68% |
53,621
+1,492
| +3% | +$253K |
2017 Q3
6 quarters
|
|
10
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.91B
| $9.03M | 2.61% |
322,078
-1,593
| -0.5% | -$43.6K |
2018 Q3
2 quarters
|
|
11
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.67B
| $8.67M | 2.51% |
82,185
+3,223
| +4% | +$335K |
2018 Q1
4 quarters
|
|
12
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.69B
| $8.65M | 2.5% |
178,895
+6,961
| +4% | +$332K |
2018 Q3
2 quarters
|
|
13
JPMorgan International Bond Opportunities ETF
JPIB
$2.28B
| $8.35M | 2.42% |
170,145
+7,007
| +4% | +$340K |
2018 Q2
3 quarters
|
|
14
Vanguard FTSE All-World ex-US ETF
VEU
$66.3B
| $7.8M | 2.26% |
155,577
+3,987
| +3% | +$195K |
2016 Q4
9 quarters
|
|
15
iShares US Technology ETF
IYW
$24.3B
| $7.76M | 2.25% |
162,908
+2,396
| +1% | +$107K |
2015 Q2
15 quarters
|
|
16
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.3B
| $7.34M | 2.12% |
240,096
+6,483
| +3% | +$197K |
2015 Q3
14 quarters
|
|
17
iShares US Consumer Staples ETF
IYK
$1.64B
| $7.22M | 2.09% |
181,260
+5,112
| +3% | +$195K |
2018 Q4
1 quarter
|
|
|
18
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.52B
| $6.79M | 1.97% |
94,323
-1,035
| -1% | -$72.5K |
2018 Q2
3 quarters
|
|
19
Vanguard Information Technology ETF
VGT
$147B
| $6.74M | 1.95% |
268,920
+7,624
| +3% | +$177K |
2015 Q4
13 quarters
|
|
20
iShares US Financial Services ETF
IYG
$2.24B
| $6.44M | 1.86% |
154,797
+1,611
| +1% | +$66.8K |
2016 Q4
9 quarters
|
|
21
Vanguard Consumer Staples ETF
VDC
$8.08B
| $6.4M | 1.85% |
44,060
+1,302
| +3% | +$181K |
2018 Q4
1 quarter
|
|
22
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$2.87B
| $6M | 1.74% |
118,631
+5,805
| +5% | +$289K |
2018 Q4
1 quarter
|
|
23
Vanguard Financials ETF
VFH
$13.3B
| $5.59M | 1.62% |
86,621
+2,225
| +3% | +$144K |
2016 Q4
9 quarters
|
|
24
Vanguard FTSE Developed Markets ETF
VEA
$226B
| $5.22M | 1.51% |
127,796
+1,691
| +1% | +$67.6K |
2016 Q4
9 quarters
|
|
25
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.44B
| $5.18M | 1.5% |
87,474
+1,226
| +1% | +$71.7K |
2018 Q4
1 quarter
|
|
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Quantitative Advantage's Q1 2019 Portfolio in Review
As of Q1 2019, Quantitative Advantage held 57 positions worth $346M, up 9.3% from $316M the previous quarter. Its ten largest holdings account for 49% of the portfolio.
Trading was light in Q1 2019: portfolio turnover was 3.5%. Quantitative Advantage opened no new positions and exited 2, leaving the 57-position portfolio largely intact.
- Quantitative Advantage added most to iShares Core S&P 500 ETF in Q1 2019, an estimated $905K increase.
- Quantitative Advantage's biggest Q1 2019 reduction was Invesco DB US Dollar Index Bullish Fund, cutting an estimated $74.9K.
- Quantitative Advantage fully exited iShares MSCI ACWI ETF in Q1 2019, selling an estimated $897K.
- Quantitative Advantage's ten largest holdings make up 49% of its $346M portfolio in Q1 2019.
- Quantitative Advantage opened 0 new positions and closed 2 in Q1 2019.
- Quantitative Advantage's portfolio value rose 9.3% quarter-over-quarter to $346M.
Based on Quantitative Advantage's 13F filing for Q1 2019, filed 3 May 2019.